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ISIN
US4642865095
CUSIP
464286509
Issuer
iShares
Inception Date
Mar 12, 1996
Region
North America (Canada)
Leveraged
1x (No leverage)
Index Tracked
MSCI Canada Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$6B

Share Price Chart


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Performance

EWC Performance Chart

iShares MSCI Canada ETF (EWC) is up 7.9% since the beginning of the year. EWC is currently trading at $58 per share. Investors who bought $1,000 worth of EWC shares 5 years ago would now be looking at an investment worth $1,706.


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S&P 500 Index

Returns By Period

iShares MSCI Canada ETF (EWC) has returned 7.85% so far this year and 30.11% over the past 12 months. Over the last ten years, EWC has returned 11.42% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


iShares MSCI Canada ETF

1D
0.03%
1M
-0.59%
YTD
7.85%
6M
7.37%
1Y
30.11%
3Y*
21.90%
5Y*
11.28%
10Y*
11.42%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWC Monthly Returns History

Based on dividend-adjusted daily data since Apr 1, 1996, EWC's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 59% of months were positive and 41% were negative. The best month was May 2009 with a return of +23.3%, while the worst month was Oct 2008 at -27.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EWC closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +12.9%, while the worst single day was Mar 12, 2020 at -13.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.61%6.86%-5.50%6.95%0.36%-1.10%7.85%
20252.28%0.02%-1.16%4.17%5.91%3.45%-0.04%5.65%3.61%0.38%3.86%3.25%35.92%
2024-0.90%1.16%4.11%-3.55%3.63%-2.15%4.93%4.03%2.54%-2.14%6.45%-5.58%12.38%
20239.47%-4.97%0.38%2.98%-5.51%6.27%3.12%-3.85%-3.55%-5.14%10.21%6.27%14.73%
2022-0.62%0.08%5.21%-7.86%2.11%-10.32%4.84%-4.59%-8.70%7.38%6.54%-5.63%-12.95%
2021-0.78%5.13%5.84%4.58%6.35%-0.98%0.16%0.03%-2.79%7.93%-4.59%4.12%26.98%

Benchmark Metrics

iShares MSCI Canada ETF has an annualized alpha of 2.88%, beta of 0.82, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since April 01, 1996.

  • This ETF generated an annualized alpha of 2.88% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.88%
Beta
0.82
0.50
Upside Capture
104.29%
Downside Capture
102.16%

Expense Ratio

EWC has an expense ratio of 0.49%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EWC ranks 68 for risk / return — better than 68% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


EWC Risk / Return Rank: 6868
Overall Rank
EWC Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
EWC Sortino Ratio Rank: 6060
Sortino Ratio Rank
EWC Omega Ratio Rank: 6161
Omega Ratio Rank
EWC Calmar Ratio Rank: 7373
Calmar Ratio Rank
EWC Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares MSCI Canada ETF (EWC) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EWCBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

3.55

2.78

+0.77

Martin ratioReturn relative to average drawdown

14.40

12.44

+1.96

Dividends

Dividend History

iShares MSCI Canada ETF provided a 1.30% dividend yield over the last twelve months, with an annual payout of $0.75 per share.


1.40%1.60%1.80%2.00%2.20%2.40%2.60%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.75$0.78$0.90$0.83$0.77$0.71$0.64$0.65$0.63$0.58$0.46$0.50

Dividend yield

1.30%1.45%2.23%2.27%2.34%1.85%2.09%2.16%2.65%1.97%1.75%2.34%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Canada ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2025$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$0.47$0.78
2024$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.55$0.90
2023$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.49$0.83
2022$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.49$0.77
2021$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$0.48$0.71

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Canada ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Canada ETF was 60.75%, occurring on Mar 9, 2009. Recovery took 524 trading sessions.

The current iShares MSCI Canada ETF drawdown is 2.18%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.75%Mar 2009
1y 4mo2y 27d
3y 5moNov 2007 - Apr 2011
Dot-com crash2000–2002
-51.72%Oct 2002
2y 1mo2y 26d
4y 1moSep 2000 - Nov 2004
COVID crash2020
-42.66%Mar 2020
1mo 2d8mo 9d
9mo 11dFeb 2020 - Nov 2020
2016 bear market2016
-41.37%Jan 2016
1y 4mo3y 10mo
5y 2moSep 2014 - Nov 2019
1998 bear market1998
-33.21%Oct 1998
5mo 14d1y 27d
1y 6moApr 1998 - Oct 1999

Drawdown Indicators


EWCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.75%

-56.78%

-3.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

-9.10%

+0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-12.97%

-18.90%

+5.93%

Max Drawdown (5Y)

Largest decline over 5 years

-24.81%

-25.43%

+0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-42.66%

-33.92%

-8.74%

Current Drawdown

Current decline from peak

-2.18%

-1.80%

-0.38%

Average Drawdown

Average peak-to-trough decline

-13.12%

-10.71%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.03%

+0.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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